On tempered fractional calculus with respect to functions and the associated fractional differential equations

Abstract: The prime aim of the present paper is to continue developing the theory of tempered fractional integrals and derivatives of a function with respect to another function. This theory combines the tempered fractional calculus with the $\Psi$-fractional calculus, both of which have found applications in topics including continuous time random walks. After studying the basic theory of the $\Psi$-tempered operators, we prove mean value theorems and Taylor's theorems for both Riemann--Liouville type and Caputo type cases of these operators. Furthermore, we study some nonlinear fractional differential equations involving $\Psi$-tempered derivatives, proving existence-uniqueness theorems by using the Banach contraction principle, and proving stability results by using Gr\"onwall type inequalities.